MTH265 Final

Mattia Janigro 20 December 2013

The Real Numbers

Axiom of Completeness Every nonempty set of R that is bounded above has a supremum. Def. of Sup/Inf s (i) is an upper (lower) bound if b is any bound, then s b (i b) Lemma s = supA i > 0 a A s.t. s < a i = infA i > 0 a A s.t. i + < a Def. of Bounds A R is bounded above if b R s.t. a b a A A R is bounded below if b R s.t. b a a A Archimedean Property Given x R , n N s.t. n > x Given y R with y > 0, n N s.t. Triangle Inequalities |a + b| |a| + |b| |a b| |a| + |b| ||a| |b|| |a b| Nested Interval Property Consider intervals In = [an , bn ] = {x R : an x bn } where I1 I2 . . . Then n=1 In = Def. of Equality a, b R are equal i > 0 it follows that |a b| <
1 n

<y

Sequences and Series of Real Numbers

Def. of Limit (an ) a if > 0N N s.t. n N implies |an a| < Monotone Convergence Theorem If a sequence is monotone and bounded, then it converges. Bolzano-Weierstrass Theorem Every sequence that is bounded has a convergent subsequence. Subsequences of a convergent sequence converge to the same limit. Cauchy Criteria for Sequences (an ) is a Cauchy sequence is a Cauchy sequence if > 0, N N s.t. m, n N implies |am an | < . And, a sequence converges i it is Cauchy. Convergence of Series Cauchy Criteria for Series ak = a lim sn = a ak converges i, given > 0, N N s.t. n > m N implies |am+1 + am+2 + . . . + an | <

Comparison Test Assume 0 ak bk . k N if if |bk | converges, then |ak | diverges, then ak converges bk diverges ak . If a series converges but does not converge absolutely, we say

Absolute Convergence If |ak | converges, so does it converges conditionally.

Alternating Series Alternating series which are decreasing to 0 converge.

Topology of R

Def. of Open Set A set O is open if x O, > 0 with V (x) O Union and Intersection of Sets The union of arbitrary collection of open sets is open. The nite intersection of open sets is open. Def. of Limit Point x is a limit point of a set A R if every nbhd V (x) contains points of A other than x. Alternate x is a limit point of A i (an ) A with x / (an ) and lim an = x Def. of Isolated Point a is an isolated point of A if a A but a is not a limit point. Def. of Closed Set F R is closed if it contains all of its limit points. Alternate F is closed i every Cauchy sequence of points in F has a limit in F . = A L is the closure of A. Def. of Closure Let A R, and let L be the set of all limit points of A. Then A is closed and is the smallest closet set containing A. Closure Theorem If A R, then A Complements of Sets O R is open i OC is closed. F R is closed i F C is open. Def. of Compact Set A set K is compact i every sequence of points in K has a convergent subsequence with a limit in K . A set is closed and bounded i it is compact.This also implies that the set has a nite open cover. Nested Compact Sets If K1 K2 . . . are compact sets, then
n=1

Def. of Open Cover Given a set A R, and open cover is a collection {O : } of open sets s.t. A

Functional Limits and Continuity

Def. of Continuity A function f is continuous at c if > 0, > 0 s.t. |x c| implies |f (x) f (c)| < Alternate lim f (x) = f (c)
xc

Alternate 2 If (xn ) c with xn A for all n, then f (xn ) f (c) Divergence Criteria Let f : A R, and let c be a limit point of A. If (xn ) c and (yn ) c but lim f (xn ) = lim f (yn ), then lim f (x) does not exist.
xc

Composition of Functions If f is continuous at c A and g is continuous at f (c) B , then g f (x) = g (f (x)) is continuous at x = c Compactness of Compositions Let f : A R be continuous on A. If K A is compact, then f (K ) is compact as well. Extreme Value Theorem If f is continuous on a compact set K , then f is bounded and attains its minimum and maximum on K . Def. of Uniform Continuity f : A R is uniformly continuous if > 0 > 0 s.t. |x y | < implies |f (x) f (y )| < Continuity on Compact Sets A function f which is continuous on a compact set K is also uniformly continuous on K . Intermediate Value Theorem Let f : [a, b] R be continuous and let L satisfy f (a) < L < f (b). Then c (a, b) with f (c) = L 2

The Derivative

)g (c) Def. of Derivative Let g : A R. Then g (c) = lim g(xx c x c If g is dierentiable at c A, then g is continuous at c. The converse of this is false.

Chain Rule Let f : A R, g : B R where f (A) B . If f is dierentiable at c A and g is dierentiable at f (c), then [g (f (c))] = g (f (c))f (c) Darbouxs Theorem If f is dierentiable on [a, b] and f (a) < < f (b), then c (a, b) with f (c) = Mean Value Theorem If f : [a, b] R is continuous and dierentiable, then c (a.b) s.t. f (c) =
f (b)f (a) b a

General MVT Assume f and g satisfy the assumptions of the Mean Value Theorem. Then c (a, b) s.t. [f (b) f (a)]g (c) = [g (b) g (a)]f (c)

Sequences and Series of Functions

n

Def. of Pointwise Convergence of Functions Given (fn ), where f : A R, fn f pointwise if x A, lim fn (x) = f ( x) Def. of Uniform Convergence of Functions fn f uniformly on A i > 0, N N s.t. if n N , then x A, |fn (x) f (x)| < Cauchy Criteria for Sequences of Functions fn converges uniformly on A i > 0, N N s.t. n > m N and x A implies |fn (x) fm (x)| = |fm+1 (x) + fm+2 (x) + . . . + fn (x)| < Theorems Regarding fn , f , and f If fn f uniformly, and each fn is continuous, then f is continuous as well. Let fn f pointwise on [a, b] and assume each fn is dierentiable. If (fn ) g uniformly, then f is dierentiable and f = g on [a, b] Let (fn ) be a sequence of dierentiable functions on [a, b] and assume (fn ) g uniformly. If x0 [a, b] where fn (x0 ) converges, then (fn ) f uniformly, and f = g Def. of Convergence for Series of Functions Let fk (x) =
k n=1

fn (x)

fn (x) converges pointwise if fk (x) converges pointwise fn (x) converges uniformly if fk (x) converges uniformly fn converges to f on A. Then f is continuous on A.

Theorem Let fn be continuous on A R and assume Cauchy Criteria for Series of Functions implies |sn (x) sn (x)| <

fn converges uniformly on A i > 0, N N s.t. n, m N and x A Mn

Weierstrass M-test Let (fn ) be a sequences of functions on R. Let Mn > 0 satisfy |fn (x)| Mn x A. If converges, then fn converges uniformly.

Power series
n=0

an xn

If a power series converges for x0 R, then it converges absolutely if |x| < |x0 | If an xn converges absolutely at a point x0 , then it converges uniformly on [c, c] with c = |x0 | Abels Theorem Let g (x) =
n=0

an xn converge at x = R > 0. Then the series converges uniformly on [0, R]. an nxn1 converges at each

Corollary If a power series converges pointwise on A R, then it converges uniformly on any compact subset of A. Dierentiated Series If x (R, R)

an xn converges x (R, R) then the dierentiated series

f (n) (0) n!

Taylor Series f (x) =

n=0

an xn with an =

Lagrange Remainder Theorem Givenx = 0 and x (R, R), c with |c| < |x| s.t. n N, En (x) =

f N +1 (c) N +1 (N +1)! x

Def. of Equicontinuous (fn ) is equicontinous on A if > 0 > 0 s.t. n N we have that |x y | < implies |fn (x) fn (y )| < 3

The Riemann Integral

For each subinterval [xk1 , xk ], let mk = inf {f (x) : x [xk1 , xk ]} and Mk = sup{f (x) : x [xk1 , xk ]} Then L(f, P ) =
n k=1

Def. of Upper and Lower Sums Consider an interval [a, b] with partition P = {x0 , x1 , . . . , xn }.
n k=1

mk xk and U (f, P ) =

M k x k

U (f ) = inf {U (f, P ) : P P} and L(f ) = sup{L(f, P ) : P P} Def. of Renement Q is a renement of P if P Q. Lemma If P1 , P2 are partitions of [a, b], then L(f, P1 ) U (f, P2 ) Def. of Integrable f is Riemann integrable on [a, b] if U (f ) and L(f ) exist and are equal. Alternate A bounded function f on [a, b] is integrable i > 0, there exists a partition P s.t. U (f, P ) L(f, P ) < Properties of the Integral Assume a y < x b, and c R
x a

y a

f=

x y

b b | a f | a |f | b c = c(b a) a

Fundamental Theorem of Calculus If f : [a, b] R is integrable and F (x) = f (x) x (a, b), then
x a b a

f = F (b) F (a)

Let g : [a, b] R be integrable and dene G(x) = g for x [a, b]. Then G is continuous and if g is continuous at c [a, b], then G is dierentiable at c with G (c) = g (c) Integrable Functions f is integrable if one of the following holds: f is bounded and has only a nite number of discontinuities f is continuous f is monotone

8
8.1

Exercises
Inmum of a Set

1 Show that i = inf { n : n N} = 0 Clearly 0 is a lower bound because 1/n is positive. 1 If x R is a lower bound for { n : n N}, then we have x 0 because x > 0 n N s.t. Thus, 0 is greatest lower bound.

1 n

< x by Archimedean Property.

8.2

Limit of a Series
n

Verify that lim

2 = 0. n+3
2 n+3

Let > 0 2 Then | n 0| = +3

<

+3 > n 2 n+3> 2 n > 4 2 3 Choose N = [ 4 2] + 1 Then |2/ 4/2 0| = | 22 / | = 2 So for n N , | n+3 0| <

8.3

Squeeze Theorem

Show that if xn yn zn n N, and lim xn = lim zn = l, then lim yn = l. We have that N N s.t. n N implies xn , zn (l , l + ). Since xn yn zn , this implies yn (l , l + ). So (yn ) l. 4

8.4

Isolated Point

Let a A. Prove that a is an isolated point of A i there exists a -nbhd V (a) s.t. V (a) A = {a} Assume a A is an isolated point of A. Then a is not a limit point. So V (a) s.t. V (a) A = or V (a) A = {a}. Since a A, it must be that V (a) A = {a}. Assume V (a) s.t. V (a) A = {a}. Then a is not a limit point. Therefore a is an isolated point by denition.

8.5

Continuity of a Function

Show that g (x) = 3 x is continuous at c = 0. Let > 0. Choose = 3 . 1 Then 0 < |x| < implies |x 3 | < .

8.6

Cauchy Criterion for Uniform Convergence

Prove the Cauchy Criterion for Uniform Convergence using the Cauchy Criterion for real numbers. The Cauchy Criterion for real numbers states that (an ) is Cauchy (and thus converges) if > 0 N N s.t. m, n N implies |am an | < . Assume (fn ) converges uniformly on A. Let f (x) = lim fn (x). Since fn converges uniformly, we can nd N N s.t. for m, n N and x A we have |fn (x) fm (x)| = |fn (x) f (x) (fm (x) f (x))| |fn (x) f (x)| + |fm (x) f (x)| < + = 2 2 So (fn ) satises Cauchy criterion for sequences of functions. Assume > 0 N N s.t. m, n N implies |fn (x) fm (x)| < . For a xed x A, fn (x) is a Cauchy sequence of real numbers. So fn (x) converges, and we can say that f (s) = lim fn (x). For m, n N we have |fn (x) fm (x)| By Algebraic Limit Theorem, we can say that as m , |fn (x) fm (x)| |fn (x) f (x)| So then for n N , |fn (x) f (x)| < Thus (fn ) converges uniformly.

8.7

Pointwise and Uniform Convergence of a Function

fn (x) = nx 1 + nx2 x x = 2 as n 1/n + x2 x

1 So the pointwise limit of fn on (0, ) is x To show uniform convergence, we must nd N N s.t. n N implies |fn (x) f (x)| <

fn (x) f (x)| = |

nx 1 | 1 + nx2 x nx2 1 nx2 =| | x + nx3 1 = < x + nx3

3 So N = ( 1 . This depends on x and tends toward as x 0, so fn is not uniformly convergent on (0, ). x) x

8.8

Conjectures on Sequences of Functions

i) If fn f pointwise on a compact set K , then it is not necessarily true that fn f uniformly on K . Consider fn (x) = xn , which converges pointwise on [0, 1] but not uniformly. ii) If fn f uniformly on A and g is a bounded function on A, then fn g f g uniformly on A. Let |g (x)| M and > 0 be arbitrary. We must show that N N s.t. n N implies |fn g f g | < x A. Since fn converges uniformly, we can nd an N s.t. |fn f | < /M n N . Then, |fn g f g | = |g ||fn f | M |fn f | < M( ) = M iii) If fn f uniformly on A, and if each fn is bounded on A, then f must also be bounded. Let |fn | M and > 0 be arbitrary. Since fn converges uniformly, we have that for some N , n N implies |fn f | < . Then |f (x)| M + on A, and hence f is bounded. iv) If fn f uniformly on a set A, and if fn f uniformly on a set B , then fn f uniformly on A B . Let > 0 be arbitrary. Because fn f uniformly on A we can nd N1 s.t. n N1 implies |fn f | < x A. Similarly, we can nd N2 s.t. n N2 implies |fn f | < x b. Then, if we take N = max{N1 , N2 }, it follows that n N implies |fn f | < x A B . v) If fn f uniformly on an interval I , and if each fn is increasing, then f is also increasing. Consider x, y I . Since fn is increasing, we have that x < y implies fn (x) < fn (y ). Since fn (x) f (x) and fn (y ) f (y ), by order limit theorem it follows that x < y implies f (x) < f (y ). Thus f is increasing.

8.9

Proof of Weierstrass M-test

Let Mn > 0 satisfy |fn (x)| Mn x A. Assume Mn converges. Let > 0 We must show that |fm+1 (x) + . . . + fn (x)| < Since Mn converges, N s.t. n > m N implies that |Mm+1 + . . . + Mn | < by Cauchy criterion for real numbers. Then we have |fm+1 (x) + . . . + fn (x)| |Mm+1 + . . . + Mn | < So fn converges uniformly.

8.10

Increasing Functions are Integrable

Let P be a partition where all the subintervals have equal length x = xk xk1 . Since f is increasing, then Mk = f (xk ) and mk = f (xk1 ). Thus
n

U (f, P ) L(f, P ) = = x

(Mk mk )x
k=1 n

f (xk ) f (xk1 )
k=1

= x(a b) Given > 0, choose a partition P with equal subintervals with common length satisfying x < U (f, P ) L(f, P ) = x(b a) < (b a) ba =
ba .

Then